JNHD.DE vs. LYBK.DE
JNHD.DE (Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist)) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - JNHD.DE is a Japan Equities fund tracking the MSCI Japan Index (EUR Hedged), while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, JNHD.DE returned 19.50%/yr vs 33.46%/yr for LYBK.DE. At a 0.48 correlation, their price movements are largely independent. JNHD.DE charges 0.20%/yr vs 0.30%/yr for LYBK.DE.
Performance
JNHD.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JNHD.DE achieves a 21.67% return, which is significantly higher than LYBK.DE's 17.49% return.
JNHD.DE
- 1D
- 1.32%
- 1M
- 1.97%
- 6M
- 21.32%
- YTD
- 21.67%
- 1Y
- 48.96%
- 3Y*
- 26.37%
- 5Y*
- 19.50%
- 10Y*
- —
LYBK.DE
- 1D
- 0.53%
- 1M
- 12.55%
- 6M
- 15.65%
- YTD
- 17.49%
- 1Y
- 54.60%
- 3Y*
- 48.56%
- 5Y*
- 33.46%
- 10Y*
- 19.13%
JNHD.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 21.67% | 27.52% | 23.21% | 32.66% | -7.11% | 11.87% | 12.61% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 17.49% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | 22.26% |
Correlation
The correlation between JNHD.DE and LYBK.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.48 |
The correlation between JNHD.DE and LYBK.DE has been stable across timeframes, ranging from 0.46 to 0.50 - a consistent structural relationship.
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Return for Risk
JNHD.DE vs. LYBK.DE — Risk / Return Rank
JNHD.DE
LYBK.DE
JNHD.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JNHD.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | 3.17 | +1.89 |
| Martin ratioReturn relative to average drawdown | 17.06 | 9.98 | +7.08 |
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Drawdowns
JNHD.DE vs. LYBK.DE - Drawdown Comparison
The maximum JNHD.DE drawdown since its inception was -21.83%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for JNHD.DE and LYBK.DE.
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Drawdown Indicators
| JNHD.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.83% | -63.98% | +42.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.62% | -17.12% | +7.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -19.90% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -34.32% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.22% | — |
Current DrawdownCurrent decline from peak | -2.61% | 0.00% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -20.14% | +15.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 5.45% | -2.59% |
Volatility
JNHD.DE vs. LYBK.DE - Volatility Comparison
Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) (JNHD.DE) has a higher volatility of 6.69% compared to Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) at 6.33%. This indicates that JNHD.DE's price experiences larger fluctuations and is considered to be riskier than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNHD.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 6.33% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 15.94% | 19.85% | -3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.45% | 23.95% | -3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 25.48% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 27.66% | -9.30% |
JNHD.DE vs. LYBK.DE - Expense Ratio Comparison
JNHD.DE has a 0.20% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
JNHD.DE vs. LYBK.DE - Dividend Comparison
JNHD.DE's dividend yield for the trailing twelve months is around 1.49%, while LYBK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JNHD.DE Amundi Core MSCI Japan UCITS ETF EUR Hedged (Dist) | 1.49% | 1.82% | 1.85% | 1.72% | 2.52% | 1.83% | 0.78% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JNHD.DE and LYBK.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JNHD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JNHD.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYBK.DE.
JNHD.DE is categorized as Japan Equities, while LYBK.DE is Financials Equities. JNHD.DE tracks MSCI Japan Index (EUR Hedged), while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.20% for JNHD.DE and 0.30% for LYBK.DE.
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